Simultaneous Prediction of Independent Poisson Observables

نویسندگان

  • Fumiyasu Komaki
  • F. KOMAKI
چکیده

Simultaneous predictive distributions for independent Poisson observables are investigated. A class of improper prior distributions for Poisson means is introduced. The Bayesian predictive distributions based on priors from the introduced class are shown to be admissible under the Kullback–Leibler loss. A Bayesian predictive distribution based on a prior in this class dominates the Bayesian predictive distribution based on the Jeffreys prior.

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تاریخ انتشار 2004